Seems a bit weird to ship lions all the way to York, in the north of England, when local predators such as bears (wolves? killer beavers?) would have been more easily (?) available.

The point is to create a spectacle, something that wows the crowd. Exotic wildlife is better for that just by reason of being exotic. But a secondary point is to show the people the awesome power of the Roman state, with its immense continent-spanning logistics capabilities.

Why ship a lion to the zoo when you can fill it with local animals like rats and pigeons?

Isn't that the point? To create a rare and exotic spectacle?